کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5774411 1631561 2018 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Pontryagin Type Maximum Principle for budget-constrained infinite horizon optimal control problems with linear dynamics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Pontryagin Type Maximum Principle for budget-constrained infinite horizon optimal control problems with linear dynamics
چکیده انگلیسی
In this paper a class of infinite horizon optimal control problems with an isoperimetrical constraint, also interpreted as a budget constraint, is considered. Herein a linear both in the state and in the control dynamic is allowed. The problem setting includes a weighted Sobolev space as the state space. For this class of problems, we establish the necessary optimality conditions in form of a Pontryagin Type Maximum Principle including a transversality condition. The proved theoretical result is applied to a linear-quadratic regulator problem.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 457, Issue 2, 15 January 2018, Pages 1591-1612
نویسندگان
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